Volatility Analysis

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Volatility: 
Days Factor: 
17.90 -0.55(-2.98%)09/06/2024
Toyota Motor Corporation (TOYOF)
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  • For the given dates, TOYOF current volatility is at 32.38%.
  • The 1-Month historical standard deviation is at 0.73.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.51
    20 Days0.39
    1 Month0.73
    3 Months 1.25
    100 Days 1.35
    6 Months 2.38
    9 Months 2.35
    Year-to-date2.29
    1 Year2.40
    3 Years10.98
    5 Years27.79
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-28.53139.05-36.3827.05-35.51194.68-11.59-34.0515.78   -36.38194.6825.61
    2023         -55.2157.27-28.66-55.2157.27-8.87
    Summary
    Avg Returns (%)-28.53139.05-36.3827.05-35.51194.68-11.59-34.0515.78-55.2157.27-28.66-55.21194.6816.99
    Max Pos Return (%)-28.53139.05-36.3827.05-35.51194.68-11.59-34.0515.78-55.2157.27-28.66-55.21194.6816.99
    Max Neg Return (%)-28.53139.05-36.3827.05-35.51194.68-11.59-34.0515.78-55.2157.27-28.66-55.21194.6816.99
    Pos Occurences (%)0100010001000010001000010042
    Neg Occurences (%)10001000100010010001000100010058